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OK I will answer my own question.
(Amazing how going for a bike ride, leaving the PC and coming back to it later clears the brain, even at my age!!)
I have found a way of doing this with the BarsSince function:
BaseIndex = "XAO";
rs =RelStrength("BaseIndex");
MA_rs= EMA(rs,30);
Cond1 = rs > MA_rs;
Cond2 = Cross(rs, MA_rs);
Filter = Cond1 AND BarsSince(Cond2) > 5 ;
AddColumn(BarsSince(Cond2) >= 5;
Plot(rs,"RS",colorGreen,1);
Plot(EMA(rs,30),"ema RS",colorBlue,1);
Regards to all.
ChrisB
kris45mar <kris45mar@xxxxxxxxx> wrote:
Greetings All..
I want to explore for stocks where the Relative
strength is currently greater than its own EMA for
more than the last 5 *sequential* periods.
So far I am using the following filter… Filter =
Sum(Cond1,10) > 5 ; as in…
BaseIndex = "XAO";
rs =RelStrength("BaseIndex");
MA_rs= EMA(rs,30);
Cond1 = rs > MA_rs;
Filter = Sum(Cond1,10) > 5 ;
AddColumn(RelStrength("BaseIndex"),"RS vs XAO",1.2);
AddColumn(EMA(RelStrength("BaseIndex"),30),"EMA30 RS",
1.2);
AddColumn(Sum(Cond1,10),"days over",1.2);
Plot(rs,"RS",colorGreen,1);
Plot(EMA(rs,30),"ema RS",colorBlue,1);
PROBLEM: this gives me total no. of times Cond1 has
occurred within the last 10 periods, even if the
condition does not apply at the last bar, and only
*totals* the number of times this has occurred, and
they
may or may not be sequential/continuous.
GOAL: I want to be able to explore for stocks where
the Relative Strength is *currently* greater than its
own EMA for more than say 5 continuous/sequential
periods, and then rank them according to those that
outperformed for the longest.
I NEED: AFL code for a filter that returns shares
where the cond1 has been true for > 5 sequential
periods and is still true at the moment.
What functions in AFL code can I use here?
TIA
ChrisB
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